The Trinity is not mentioned directly in Mark's Gospel (from which we read today), today is not Trinity Sunday, and congregations never ask for a sermon on that difficult doctrine. But in our Gospel reading, the Threefold-ness of God's nature and being is forcefully exhibited. With events like the Baptism of Jesus in her corporate memory, the Church was compelled to come to grips with our Lord's teaching about baptizing "in the Name of the Father and of the Son and of the Holy Ghost."
Let us begin with that mysterious heavenly Voice, "Thou art my beloved Son, in whom I am well pleased." That Voice (the capital V is deliberate) spoke only two other times in the Gospel story. He was heard again at the Transfiguration of Jesus, saying much the same thing, and finally (at John 12:28) when Jesus prayed, "And what shall I say? Father, save me from this hour? But for this purpose I have come to this hour. Father, glorify thy Name." The Voice answered like thunder, "I have glorified it, and will glorify it again." This is the voice of the Father speaking to the Son. This was the voice of Him who had said in Psalm 2, "Thou art my Son, this day have I begotten thee," and in Psalm 110, "Sit thou on my right hand, until I make thine enemies thy footstool."
Then we have the One who is baptised. What is He doing in this crowd of sinners, seeking a supernatural washing which will cleanse them of their sins, getting ready for God's reign to burst into their world? Matthew tells us that John raised quite a protest ("I need to be baptized by you, and do you come to me?") which resembled the howl of indignation released by Peter when Jesus told of His impending crucifixion, and again when Jesus made ready to wash Peter's feet. Not only is Jesus a sinless man, a second Adam as it were, but (as John and Peter grasped) this Man was God in the flesh, the Son of God, whom we confess as God the Son, the same in substance, equal in power and glory.
Finally we see the Spirit descending, "like a dove." All four Gospels mention that detail. Why a dove? Doves do not ordinarily light on humans; like all birds they are shy creatures which flee from us. The background surely lies in Genesis 1:2, "And the Spirit of God was hovering over the face of the waters."
The Jewish interpreters of that text compared the Spirit in that text to a dove nestling her young. We see here not only a Second Adam, but a New Creation.
This dove descending on Jesus manifested the same Spirit which had come over the Mother of the God-Man, enabling her to conceive. This is the same Spirit which He will soon give the Apostles at Easter and the Church at Pentecost.
So it is in our Baptism, "in the Name of" the Blessed Trinity, Christ's Baptism becomes our Baptism as we are united to Him, and the same Father's voice still thunders over us, "Thou art my beloved son, or daughter, in whom for His sake I am well pleased." LKW